Stochastic Processes and their Applications

1973 - 2025

Current editor(s): T. Mikosch

From Elsevier
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2025, volume 179, articles C

Rate of escape of the conditioned two-dimensional simple random walk

Orphée Collin and Serguei Popov

Geodesics cross any pattern in first-passage percolation without any moment assumption and with possibly infinite passage times

Antonin Jacquet

Weak convergence of continuous-state branching processes with large immigration

Clément Foucart and Linglong Yuan

Some remarks on the effect of the Random Batch Method on phase transition

Arnaud Guillin, Pierre Le Bris and Pierre Monmarché

Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes

Petr Čoupek, Pavel Kříž and Bohdan Maslowski

Dual process in the two-parameter Poisson–Dirichlet diffusion

Robert C. Griffiths, Matteo Ruggiero, Dario Spanò and Youzhou Zhou

Mixed orthogonality graphs for continuous-time stationary processes

Vicky Fasen-Hartmann and Lea Schenk

Stochastic representation for solutions of a system of coupled HJB-Isaacs equations with integral–differential operators

Sheng Luo, Wenqiang Li, Xun Li and Qingmeng Wei

Well-Posedness of the generalised Dean–Kawasaki Equation with correlated noise on bounded domains

Shyam Popat

L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

Linshan Liu, Mateusz B. Majka and Pierre Monmarché

On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift

N.V. Krylov

Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread

D.C. Antonopoulou, D. Farazakis and G. Karali

Coarsening in zero-range processes

Inés Armendáriz, Johel Beltrán, Daniela Cuesta and Milton Jara

Coupling by change of measure for conditional McKean–Vlasov SDEs and applications

Xing Huang

SDEs with two reflecting barriers driven by optional processes with regulated trajectories

Adrian Falkowski

Epidemics on critical random graphs with heavy-tailed degree distribution

David Clancy

Compound Poisson distributions for random dynamical systems using probabilistic approximations

Lucas Amorim, Nicolai Haydn and Sandro Vaienti

First passage percolation with recovery

Elisabetta Candellero and Tom Garcia-Sanchez

An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line

Ben Hambly, Julian Meier and Andreas Søjmark

2024, volume 178, articles C

Sharp approximation and hitting times for stochastic invasion processes

Vincent Bansaye, Xavier Erny and Sylvie Méléard

A mean field game approach to equilibrium consumption under external habit formation

Lijun Bo, Shihua Wang and Xiang Yu

Empirical optimal transport under estimated costs: Distributional limits and statistical applications

Shayan Hundrieser, Gilles Mordant, Christoph A. Weitkamp and Axel Munk

Non-equilibrium fluctuations for SEP(α) with open boundary

C. Franceschini, P. Gonçalves, M. Jara and B. Salvador

On g-expectations and filtration-consistent nonlinear expectations

Shiqiu Zheng

On concentration of the empirical measure for radial transport costs

Martin Larsson, Jonghwa Park and Johannes Wiesel

Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients

Chenxu Pang and Xiaojie Wang

Fisher information bounds and applications to SDEs with small noise

Nguyen Tien Dung and Nguyen Thu Hang

Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos

Gi-Ren Liu

Large deviations for slow–fast processes on connected complete Riemannian manifolds

Yanyan Hu, Richard C. Kraaij and Fubao Xi

Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property

Juan J. Jiménez

A stochastic analysis of particle systems with pairing

Vincent Fromion, Philippe Robert and Jana Zaherddine

Fractional stable random fields on the Sierpiński gasket

Fabrice Baudoin and Céline Lacaux

Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations

Yushi Hamaguchi

Markov chains generating random permutations and set partitions

Dudley Stark

Strong limit theorems for step-reinforced random walks

Zhishui Hu and Yiting Zhang

A martingale approach to Gaussian fluctuations and laws of iterated logarithm for Ewens–Pitman model

Bernard Bercu and Stefano Favaro

A class of processes defined in the white noise space through generalized fractional operators

Luisa Beghin, Lorenzo Cristofaro and Yuliya Mishura

2024, volume 177, articles C

Directed polymers in a random environment: A review of the phase transitions

Nikos Zygouras

A class of space–time discretizations for the stochastic p-Stokes system

Kim-Ngan Le and Jörn Wichmann

Quasi-potential for the one dimensional SSEP in weak contact with reservoirs

Claudio Landim and Sonia Velasco

A finite-dimensional approximation for partial differential equations on Wasserstein space

Mehdi Talbi

Principal-Multiagents problem under equivalent changes of measure: General study and an existence result

Nicolás Hernández-Santibáñez

Small ball probabilities for the stochastic heat equation with colored noise

Jiaming Chen

Ray–Knight compactification of birth and death processes

Liping Li

Quasi-stationary distribution for continuous-state branching processes with competition

Pei-Sen Li, Jian Wang and Xiaowen Zhou

Fast consensus and metastability in a highly polarized social network

Antonio Galves and Kádmo Laxa

Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics

Simone Baldassarri, Alexandre Gaudillière, Frank den Hollander, Francesca R. Nardi, Enzo Olivieri and Elisabetta Scoppola

Stationary solutions to stochastic 3D Euler equations in Hölder space

Lin Lü and Rongchan Zhu

2024, volume 176, articles C

Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)

Vlad Bally and Yifeng Qin

The contact process with an asymptomatic state

Lamia Belhadji, Nicolas Lanchier and Max Mercer

Large deviations for regime-switching diffusions with infinite delay

Ya Wang, Fuke Wu and Chao Zhu

Central limit theorem under the Dedecker–Rio condition in some Banach spaces

Aurélie Bigot

Superdiffusive planar random walks with polynomial space–time drifts

Conrado da Costa, Mikhail Menshikov, Vadim Shcherbakov and Andrew Wade

Site frequency spectrum of a rescued population under rare resistant mutations

Céline Bonnet and Hélène Leman

Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes

Sergey Foss, Dmitry Korshunov and Zbigniew Palmowski

Metastability of the three-state Potts model with asymmetrical external field

Jeonghyun Ahn

Diagonally quadratic BSDE with oblique reflection and optimal switching

Peng Luo and Mengbo Zhu

Targeted immunization thresholds for the contact process on power-law trees

John Fernley and Emmanuel Jacob

Detection of a structural break in intraday volatility pattern

Piotr Kokoszka, Tim Kutta, Neda Mohammadi, Haonan Wang and Shixuan Wang

Networks of reinforced stochastic processes: A complete description of the first-order asymptotics

Giacomo Aletti, Irene Crimaldi and Andrea Ghiglietti

Random walks in the high-dimensional limit II: The crinkled subordinator

Zakhar Kabluchko, Alexander Marynych and Kilian Raschel

Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations

B. Cooper Boniece, José E. Figueroa-López and Yuchen Han

Stochastic control/stopping problem with expectation constraints

Erhan Bayraktar and Song Yao

Sample path moderate deviations for shot noise processes in the high intensity regime

Sumith Reddy Anugu and Guodong Pang

Macroscopic limit for stochastic chemical reactions involving diffusion and spatial heterogeneity

Malcolm Egan and Bao Quoc Tang

Couplings of Brownian motions on SU(2) and SL(2,R)

Magalie Bénéfice

Line-of-sight Cox percolation on Poisson–Delaunay triangulation

David Corlin Marchand, David Coupier and Benoît Henry

Loop-erased partitioning via parametric spanning trees: Monotonicities & 1D-scaling

Luca Avena, Jannetje Driessen and Twan Koperberg

Martingale solution of the stochastic Camassa–Holm equation with pure jump noise

Yong Chen, Jinqiao Duan and Hongjun Gao

Processes with catastrophes: Large deviation point of view

A. Logachov, O. Logachova and A. Yambartsev

Linear–quadratic stochastic Volterra controls I: Causal feedback strategies

Yushi Hamaguchi and Tianxiao Wang